The crown prince, widely known by his initials MBS, landed in the capital, Manama, on Sunday and was later received by King Hamad bin Isa Al Khalifa in Sakhir Palace, Bahraini state television reported.
Quoting a royal court statement from Manama, state TV said the two men would discuss the “deep-rooted fraternal and historical relations binding the two brotherly countries and peoples, in addition to [the] latest regional, Arab and international developments”.
On Tuesday, he is expected in Tunisia, where activists are trying to mount a legal challenge to stop the trip.
The crown prince is also expected to participate in the G20 Summit in Argentina at the end of the month, which will be attended by leaders from the United States, Turkey and other European countries.
Saudi Arabia, and MBS in particular, have been facing intense global criticism over the killing of Khashoggi in the kingdom’s Istanbul consulate on October 2.
The murder of the journalist, who wrote for The Washington Post and was critical of MBS, has tipped the kingdom into one of its worst crises.
He was killed and reportedly dismembered in what Saudi Arabia described as a “rogue” operation, but CIA analysis leaked to the US media pointed the finger at the crown prince – an allegation Riyadh denies.
Saudi Arabia has warned that any criticism of the crown prince would amount to crossing a “red line”.
On Wednesday, Saudi Foreign Minister Adel al-Jubeir said that calls for the crown prince to be held accountable for Khashoggi’s killing would not be tolerated.
Prince Mohammed began his regional tour at the request of his father, King Salman, according to the Saudi Press Agency, which said he would visit “brotherly” Arab countries.
In Tunisia, however, several politicians and civil society groups have expressed their reservations over the crown prince’s upcoming visit.
“It is a shame that Tunisia, which has witnessed a democratic transition and a revolution against tyranny and dictatorship, will receive a criminal whose hands were stained with the blood of Saudis and Yemenis,” Tunisian activist and former leader of the al-Irada party, Tarek Kahlawi, told Al Jazeera.